Completely Regular Stationary Processes
نویسنده
چکیده
We are going to give necessary and suucient conditions for a multivariate stationary stochastic process to be completely regular. We also give the answer to a question of V.V. Peller concerning the spectral measure characterization of such processes .
منابع مشابه
0 D ec 1 99 7 COMPLETELY REGULAR MULTIVARIATE STATIONARY PROCESSES AND THE MUCKENHOUPT CONDITION
We are going to give necessary and sufficient conditions for a multivari-ate stationary stochastic process to be completely regular. We also give the answer to a question of V.V. Peller concerning the spectral measure characterization of such processes.
متن کاملCompletely Regular Multivariate Stationary Processes and the Muckenhoupt Condition
In this paper we shall give a necessary and sufficient condition for a multivariate stationary stochastic process to be completely regular. For the scalar case the description of completely regular processes was obtained by Helson an Sarason, see [2, 9]. Almost none of the scalar methods is available in the vector situation. The explanation is simple. Our problem will be reduced to verifying L2...
متن کاملI I . I I I I Limiting Behavior of Regular Functionals of Empirical Distributions for Stationary
SUMMARY. For a stationary *-mixing stochastic process, the law of iterated logarithm, asymptotic normality and weak convergence to Brownian motion processes
متن کاملSecond Moment of Queue Size with Stationary Arrival Processes and Arbitrary Queue Discipline
In this paper we consider a queuing system in which the service times of customers are independent and identically distributed random variables, the arrival process is stationary and has the property of orderliness, and the queue discipline is arbitrary. For this queuing system we obtain the steady state second moment of the queue size in terms of the stationary waiting time distribution of a s...
متن کاملPeriodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows
In this work we introduce and study discrete time periodically correlated stable processes and multivariate stationary stable processes related to periodic and cyclic flows. Our study involves producing a spectral representation and a spectral identification for such processes. We show that the third component of a periodically correlated stable process has a component related to a...
متن کامل